Visual factor construction platform using Google Blockly. Drag-and-drop 105+ operator blocks to build factor formulas without memorizing DSL syntax. Features real-time backtesting, one-click factor registration, and hover tooltips for each operator.

Financial vulnerability identification for A-share listed real estate firms (2018–2022 credit crisis). Builds a 7-dimension, 35-feature indicator system grounded in credit risk theory. Uses XGBoost + Logit for prediction and SHAP for feature attribution.

Multi-factor strategy construction platform with tiered factor scanning, portfolio optimization, and interactive Streamlit dashboards for strategy analysis and visualization.

Systematic alpha factor discovery across multiple research cycles:

• ✅ Time-series statistical modeling — rolling window estimation, rank-based correlation, adaptive smoothing
• ✅ Volatility & higher-moment analysis — conditional heteroskedasticity modeling, tail-risk measurement, distributional factor construction
• ✅ Cross-sectional portfolio analytics — sector neutralization, residual decomposition, percentile ranking
• ✅ Multi-frequency data integration — combining daily, intraday, and quarterly financial statement data in unified factor expressions
• ✅ Fundamental × technical fusion — blending accounting-based value signals with price-volume dynamics